Start by creating an arrow shape using custom shape tool. Duplicate the layer several times and place below each other.
Duplicate all the arrow layers. Duplicate the layer. Press Ctrl+T. Right click and select Flip Vertical and place on the other side.

Start by opening an image of your choice.
Create a new layer. Select brush tool. Press F5 to open brush settings. Apply brush settings as shown. Apply it on the document in random areas to create perfect snowfall.